StockFetcher Forums · View by Author: Kevin_in_GA (3,468 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 347 >> 
Filter Exchange · Hey Kevin - Filter Question?
Kevin_in_GA
msg #123845
5/21/2015 3:21:20 PM

there are a couple ways to do this, but this is what I would do:

Fetcher[
set{BB, Bollinger %B(30,2)}
BB increasing for the last 3 days
bb below 0

add column BB
sort on column 5 ascending

draw Bollinger band(30,2)
draw Bollinger %B(30,2) line at 0

]



I would be careful though - there are some pretty thinly traded stocks that get pulled up from this.

Kevin

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #123823
5/19/2015 4:48:29 PM

I had looked at RRG - my initial thinking was that one would buy "lagging" sectors (bottom left corner) and let the relative rotation carry them into profit.

Not convinced that is how it actually works though - I think you are better off buying strength and staying with it until it drops, rather than trying to time the bottom on any given sector based on RRG.

General Discussion · Kevin_in_GA
Kevin_in_GA
msg #123822
5/19/2015 4:45:09 PM

I do not think this is possible in SF code - the Sortino ratio looks at only one half of the volatility (the downside) arguing that upside volatility is not actually "risk". I cannot see a way to separate the upside volatility from the downside volatility without exceeding SF limits on user-defined functions.

Please feel free to ask SF to write a Sortino function into SF. Warning - I am still waiting for them to do this for the Sharpe ratio, and that request was placed several years ago with periodic reminders (until they wore me down and I gave up).

General Discussion · How to call a set variable
Kevin_in_GA
msg #123815
5/18/2015 9:48:28 PM

1. Just add the line "GB1ago above 0" to get only those stocks which meet that criterion.

2. No - you can only have one mathematical or logical operation per set{} statement, but you can get more than one at the same time by doing the following (generic example):

set{variable1, count(close above close 1 day ago,1)}
set{variable2, count(average volume(30) above 500000,1)}

now each of these will give you a 0 if it is not met, or a 1 if it is met. If both must be met, then just multiply them together.

set{variable3, variable1 * variable2}

then say "variable3 above 0" to get only those stocks that meet both criteria.

Stock Picks and Trading · qtwo
Kevin_in_GA
msg #123763
5/11/2015 8:46:40 AM

Add the following line of code at the end of your filter:

draw Bollinger %B(20,2) line at 0

Stock Picks and Trading · Bearish News
Kevin_in_GA
msg #123735
5/6/2015 4:35:18 PM

Fetcher[
symlist(spy,agg)

add column weekly roc(13,1) {3 month roc}
add column separator
add column weekly roc(26,1) {6 month roc}
add column separator
add column weekly roc(39,1) {9 month roc}
add column separator
add column weekly roc(52,1) {12 month roc}
add column separator
sort on column 7 descending
chart-display is weekly
]



Right now the 3, 6, 9, and 12 month ROCs of SPY are all beating AGG. To me this means no reversal is imminent. Just my two cents.

General Discussion · T line crossover
Kevin_in_GA
msg #123712
5/4/2015 1:23:22 PM

I think most folks here (including shilllihs) would agree that I am quite willing to help folks out - especially new members - but would expect that eventually they take care of themselves and eventually be in a position to help others as they were helped. The reason for my brusqueness in response here was that after 32 posts he had requested 21 different similar filters (the remaining posts were mostly to say that he didn't get the results he wanted). I helped write three of those filters and even walked him through one of them line by line.

I had suggested he read the manual three previous times, and he had been pointed to the manual several times by others as well. It was clear from this post that he had no intention of learning the basic code and syntax and instead would simply continue to request others to do the work for him. This requested code was essentially no different than several others he had requested, and it was obvious that he was making no effort to learn even simple things like how to describe a red candle or if the close was above a specific ema. That is pure laziness, because if it were too much of an intellectual challenge I do not think he should be trading at all.

Folks can call me out for an isolated lack of patience, and that's fine by me. Hopefully that explains my actions and no further discussion is needed.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #123704
modified
5/2/2015 10:39:20 AM

As I said earlier - I get EFA. No idea why AGG is being selected in your case as it's 3 month performance is dead last.

EDIT: Just look at the filter Mahkoh wrote a few posts earlier (copied here - nice simple code, dude.)

Fetcher[

symlist(spy,iwm,efa,agg)
sort on column 5 descending
set{start,date(20150131,close)}
set{ch,close - start}
set{sort,ch / start}
set{sort%,sort * 100}
add column sort%
]



Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #123687
4/30/2015 7:20:35 PM

I get EFA.

General Discussion · T line crossover
Kevin_in_GA
msg #123625
4/22/2015 6:11:26 PM

Good lord - read the manual. How many times will you continue to ignore this advice?

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